Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297)

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scientific article; zbMATH DE number 1906970
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Approximations for moments of deficit at ruin with exponential and subexponential claims.
scientific article; zbMATH DE number 1906970

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    Approximations for moments of deficit at ruin with exponential and subexponential claims. (English)
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    7 May 2003
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    Ascending ladder
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    Asymptotics
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    The class \(\mathcal S(\gamma)\)
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    \(\phi\)-moments
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    Renewal risk
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    model
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    Ruin probabilities
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